Related papers: Fukushima's decomposition for diffusions associate…
We present a Fukushima type decomposition in the setting of general quasi-regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to…
Quasidiffusions are, by definition, time-changed Brownian motions on certain closed subset of $\mathbb{R}$. They admit an explicit representation of Dirichlet forms in terms of so-called speed measures. The Fukushima subspace of a Dirichlet…
We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…
We study upper estimates of the martingale dimension $d_m$ of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that $d_m=1$…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…
This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…
Based on Fick's 2nd law the development of moving particle semi-implicit method for predicting diffusion process is proposed in this study
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…
The behaviour of the solutions of the time-fractional diffusion equation, based on the Caputo derivative, is studied and its dependence on the fractional exponent is analysed. The time-fractional convection-diffusion equation is also solved…
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…
We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary…
The radiation resulting from the uniform motion of a charged particle near a hemispheric bulge in a metal plane is considered. The description of the radiation process based on the method of images is developed for the case of…
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…
In this paper, we study discrete approximations of semi-Dirichlet forms obtained by adding non-symmetric drift terms, expressed in terms of mutual energy measures, to resistance forms whose associated resistance metric spaces are compact.…
We consider a trace theorem for self-similar Dirichlet forms on self-similar sets to self-similar subsets. In particular, we characterize the trace of the domains of Dirichlet forms on the Sierpinski gaskets and the Sierpinski carpets to…
We introduce the concept of index for regular Dirichlet forms by means of energy measures, and discuss its properties. In particular, it is proved that the index of strong local regular Dirichlet forms is identical with the martingale…
We study quasilinear reaction diffusion systems relative to the Shigesada-Kawasaki-Teramoto model. Nonlinearity standing for the external force is provided with mass dissipation. Estimate in several norms of the solution is provided under…
We study the well-posedness of a semilinear fractional diffusion equation and formulate an associated inverse problem. We determine fractional power type nonlinearities from the exterior partial measurements of the Dirichlet-to-Neumann map.…
We present a systematic theory of dissipation in finite Fermi systems like nuclei and metallic clusters. This theory is based on the application of semiclassical methods and random matrix theory to linear response of many-body systems. The…